In reality the model is a bit more complicated than that. The "market price" authored by an exchange is actually more of a mark-to-model calculation as a functi

In reality the model is a bit more complicated than that. The "market price" authored by an exchange is actually more of a mark-to-model calculation as a function of recent trades. Remember that a market exchange doesn't function like a store with customers buying product from a vendor at a fixed price. In oversimplified terms: In reality it's people selling at some price they want to sell at, and others buying at some price which they want to buy at. Orders are fulfilled by the best available match at the time.